Download this plugin from WinBuilder by (case insensitive) command "install NVDA". A regular download and copying into the project will propably not work.

To add to the PE build, you must once create a portable copy of your local NVDA installation into <WinBuilder directory>\plugins\NVDA.After that you may run NVDA from this directory and adjust your personal settings.

When the folder winbuilder / run / plugins has a subdirectory NVDA, containing a portable version generated with the host NVDA, then Audio support and NVDA from this directory is added automatically, without the user doing any more configuration.